Economics Ph.D. Students Database
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Economics Ph.D.: All Publications (in the database)

List most recent publications in the database.    :chronological  alphabetical  combined  bibtex listing:

Abrahams, Scott

  1. Abrahams, S, Officer differences in traffic stops of minority drivers, Labour Economics, vol. 67 (December, 2020), pp. 101912-101912, Elsevier BV [doi]  [abs]
  2. Wiemers, EE; Abrahams, S; AlFakhri, M; Hotz, VJ; Schoeni, RF; Seltzer, JA, Disparities in vulnerability to complications from COVID-19 arising from disparities in preexisting conditions in the United States., Research in Social Stratification and Mobility, vol. 69 (October, 2020), pp. 100553 [doi]  [abs]
  3. Flabbi, L; Piras, C; Abrahams, S, Female corporate leadership in Latin America and the Caribbean region: Representation and firm-level outcomes, International Journal of Manpower, vol. 38 no. 6 (January, 2017), pp. 790-818, Emerald [doi]  [abs]

Aleti, Saketh

  1. Aleti, S; Mizrach, B, Bitcoin Spot and Futures Market Microstructure, Journal of Futures Markets (October, 2020)  [abs]
  2. Aleti, S; Hochman, G, Non-Constant Elasticity of Substitution and Intermittent Renewable Energy, Agricultural and Resource Economics Review, vol. 49 no. 2 (August, 2020), pp. 321-359, Cambridge University Press (CUP) [doi]  [abs]

Ascher, Jeremy

  1. J. Ascher, Monetary Policy and Subgame Perfect Equilibrium Outcomes (2005) [pdf]
  2. J. Ascher, The Limited Inflation Bias in Time Consistent Monetary Policy (2005) [pdf]
  3. J. Ascher, Optimal Monetary Policy with Relative Price Distortions: Comment (2005) [pdf]
  4. J. Ascher, Limited Liability Growth and Welfare in a Small Open Economy (2003) [pdf]

Chen, Xin

  1. J. R. Aldrich, A. K. Hrimian, X. Chen, M. J. Camp, Semiochemically based monitoring of the invasion of the brown marmorated stink bug and unexpected attraction of the native green stink bug (Heteroptera: Pentatomidae) in Maryland, Florida Entomologist no. 92 (2009), pp. 483-491
  2. Yan Li, Quan Peng, Dija Selimi, Qi Wang, Amy Charkowski, Xin Chen, Ching-Hong Yang, The plant phenolic compound p-coumaric acid represses the Dickeya dadantii type III secretion system, Applied & Environmental Microbiology no. 75 (2009), pp. 1223-1228
  3. John J. Arnold, Yash Choksi, Xin Chen, Atsushi Shimazaki, John Hatten, Eric J. Toone, David L. Epstein, Pratap Challa, Eyedrops containing SA9000 prodrugs result in sustained reduction in intraocular pressure in rabbits, Journal of Ocular Pharmacology and Therapeutics no. 25 (2009), pp. 179-186
  4. Warren S. Warren, Elizabeth Jenista, Rosa Tamara Branca, Xin Chen, Increasing hyperpolarized spin lifetimes through true singlet eigenstates, Science no. 323 (2009), pp. 1711-1714
  5. Xin Chen, David M. Gooden, Eric J. Toone, An efficient large-scale synthesis of 4-[3-(trifluoro-methyl)-3H-diazirin-3-yl]benzoic acid, Synthesis (2008)
  6. Adnan M. M. Mjalli, Robert C. Andrews, Ramesh Gopalaswamy, Anitha Hari, Kwasi Avor, Ghassan Qabaja, Xiao-Chuan Guo, Suparna Gupta, David R. Jones, Xin Chen, Azole derivatives and fused bicyclic azole derivatives as therapeutic agents (2008) (Patent Number: US 7,361,678.)
  7. Weslyn C. Ward, Erin C. Lamb, David Gooden, Xin Chen, David J. Burinsky, John D. Simon, Quantification of naturally occurring pyrrole acids in melanosomes, Photochemistry & Photobiology no. 84 (2008), pp. 700-705

Cooley, Jane C.

  1. Jane Cooley, Desegregation and the Achievement Gap: Do Diverse Peers Help?, job market paper (October, 2005)
  2. Peter Arcidiacono, Jane Cooley and Andrew Hussey, Returns to Schooling: Results when the Counterfactual is Observed, revise and resubmit at International Economic Review (September, 2004) [pdf]
  3. Jane Cooley, Socially Optimal Classroom Grouping: A Theoretical Investigation of German and U.S. Education Systems in the Context of Other Social Policies (Summer, 2004)
  4. Yana V. Rodgers and Jane Cooley, Outstanding Female Economists in the Analysis and Practice of Development, World Development, vol. 27 no. 8 (August, 1999), pp. 1397-1411

Davies, Robert E

  1. Robert Davies and George Tauchen, Data-driven Jump Detection Thresholds for Application in Jump Regressions, (revise and resubmit, Quantitive Economics) (2016)
  2. Robert Davies, George Tauchen, and Jia Li, Volatility Jump Regressions, (working) (2016)
  3. Robert Davies, A Pure-jump Semimartingale Framework for Forecasting High-Frequency Tail Risk Measures, (working) (2015)
  4. Robert Davies, Understanding High Frequency Stock Price Dynamics, (working) (2015)

De Lira Salvatierra, Irving A.

  1. M. Bradley, I. De Lira and M. Gulati, Lawyers: Gatekeepers of the Sovereign Debt Market?, International Review of Law and Economics (June, 2014) [S0144818813000616]
  2. I. De Lira and A. Patton, Dynamic Copula Models and High Frequency Data, Journal of Empirical Finance (forthcoming) [papers.cfm]
  3. I.A. De Lira Salvatierra, Implied Correlation Tales: Systemic Risks and Portfolio Selection (Job Market Paper)” (2014)
  4. I.A. De Lira Salvatierra, Frontier Markets: Stylized Facts and Determinants of Access to Fund Resources”, IMF (2014)

Dorobantu, Florin A

  1. Syndication and Partial Exit in Venture Capital: A Signaling Approach (October, 2006) (Job Market Paper.) [pdf]  [abs]
  2. Information Disclosure in Speculative Markets (June, 2006) [pdf]  [abs]
  3. Entrepreneurial Competition and Venture Capital Financing (March, 2006)  [abs]

Duarte, Pedro G.

  1. Pedro G. Duarte, Visiting Frank P. Ramsey: The Public Finance Concept of Optimal Monetary Policy (November, 2006)
  2. Pedro G. Duarte, A Feasible and Objective Concept of Optimality: the quadratic loss function and U.S. monetary policy in the 1960s and the 1970s (Fall, 2006)  [abs]
  3. Pedro G. Duarte, Review of Mark Skousen 'Vienna and Chicago, Friends or Foes? A Tale of Two Schools of Free-Market Economics', Economic History Services (EH.Net) (March 1, 2006) [1050.shtml]
  4. Pedro G. Duarte, Exchange Rate Determination, Price Stickiness, and Currency Crises (May, 2005)
  5. Pedro G. Duarte, A History of Time in Economics: does it matter? (June, 2004), Duke University  [abs]
  6. Pedro G. Duarte, Dionísio D. Carneiro, Interest Rate Inertia and Taylor Rules -- exploring impulse response functions in a general equilibrium model calibrated to the Brazilian economy (in Portuguese), Discussion Paper no. 450 (2001), Department of Economics -- PUC-Rio  [abs]

Goodpaster, Natalie K

  1. Natalie K. Goodpaster, "Leaves and Leaving: The Family Medical Leave Act and the Decline in Maternal Labor Force Participation" (2005)
  2. Peter Arcidiacono, Gigi Foster, Natalie K. Goodpaster, and Josh Kinsler, "Spillovers in the Classroom Using Panel Data", Under submission at Econometrica (2005)
  3. Gigi Foster and Natalie Goodpaster, "Social Evolution, Institutions, and the Australian Nurse Shortage" (2005)
  4. Natalie K. Goodpaster and Josh Kinsler, "Structural Estimation of Peer Effects using North Carolina High School Test" (2005)

Huang, Xin

  1. Torben G. Andersen, Tim Bollerslev and Xin Huang, A Semiparametric Framework for Modeling and Forecasting Jumps and Volatility in Speculative Prices (August, 2006)  [abs]
  2. X. Huang, Macroeconomic News Announcements, Financial Market Volatility and Jumps (2006)
  3. Xin Huang and George Tauchen, The Relative Contribution of Jumps to Total Price Variance, Journal of Financial Econometrics, vol. 3 no. 4 (August, 2005), pp. 456-499, Oxford University Press [dtl]  [abs]

Hussey, Andrew J.

  1. Compensating Differentials, Tournaments, and the Market for MBAs, Job Market Paper, (Fall, 2005) [pdf]
  2. with P. Arcidiacono and J. Cooley, Returns to Schooling: Returns when the Counterfactual is Observed, revise and resubmit: International Economic Review (Fall, 2005)
  3. Signaling vs. Screening: the Case of MBAs (Fall, 2005)

Kastrati, Albulene

  1. Kastrati, A; Adnett, N; Toçi, V, The relationship between the output gapand excess liquidity: Evidence from Czech Republic,Estonia and Kosovo, Journal of Economics and Management, vol. 31 (2018), pp. 95-118, University of Economics in Katowice [doi]

Khmilevska, Nataliya M

  1. Nataliya Khmilevska, Intertemporal Capital Asset Pricing Model and Macroeconomic Announcements (October, 2006) [October%2023%202006.pdf]
  2. Philip F.Cook and Nataliya Khmilevska, Cross-National Patterns in Crime Rates, in "Crime and Punishment in Western Countries, 1980 – 1999", edited by Michael Tonry, David P. Farrington (2005), The University of Chicago Press
  3. Nataliya Khmilevska, Modeling Household Behavior in Shadow Economy: Labor Supply Decisions (2002)
  4. Gene Ellis, Nataliya Khmilevska and Olexander Zhylevskyy, Assessing the Welfare Costs of the AvtoZAZ-Daewoo Automobile Agreement (2001)

Kiku, Dana

  1. with Ravi Bansal, Long-Run Asset Allocation (June, 2006)  [abs]
  2. with Ravi Bansal and Robert Dittmar, Cointegration and Consumption Risks in Asset Returns (March, 2006)  [abs]
  3. Is the Value Premium a Puzzle? (Fall, 2005)  [abs]
  4. Trend/Cycle Risks: Decomposition and Premia (2003)  [abs]

Kinsler, Joshua L.

  1. J.L. Kinsler, Suspending the Right to an Education or Preserving It? A Dynamic Equilibrium Model of Student Behavior, Achievement, and Suspension (2006) [pdf]
  2. J.L. Kinsler, Racial Disparities in School Discipline: Racism or Rational Choice? (2006) [pdf]
  3. J.L. Kinsler, P. Arcidiacono, G. Foster, N. Goodpaster, Estimating Spillovers in the Classroom with Panel Data (2006) [pdf]
  4. J.L. Kinsler and N. Goodpaster, Heterogenous Peer Effects in High School (2006)

Kuribko, Nataliya

  1. N. Kuribko, Managing a Partnership Efficiently (Fall, 2005) (job market paper.) [pdf]  [abs]
  2. N. Kuribko, Research vs. Development: Case of Durable Good (work in progress)  [abs]
  3. N. Kuribko, Coalition of Endogenous Size in First Price Auction (Spring, 2003) (working paper.) [pdf]  [abs]

League, Riley

  1. Fitz, D; League, R, The impact of early-life shocks on adult welfare in Brazil: Questions of measurement and timing, Economics and Human Biology, vol. 37 (May, 2020), pp. 100843-100843, Elsevier BV [doi]

Levkin, Roman

  1. Roman Levkin, The Effect of Stalin's Deportations on Distrust in Central Authority (2014) [papers.cfm]

Liu, Xuan

  1. X. Liu, Optimal and Time Consistent Monetary and Fiscal Policy in a Small Open Economy, (2006) [Liu%20from%20Duke%20-%20JMP.pdf]
  2. X. Liu, Trade Openness and the Costs of Sudden Stops, (2005)

Nolan, Zachary

  1. McManus, B; Nevo, A; Nolan, Z; Williams, JW, Steering Incentives and Bundling Practices in the Telecommunications Industry (October, 2018)

Palandri, Alessandro

  1. Alessandro Palandri, Sequential Conditional Correlations: Inference and Evaluation (2005) (Job Market Paper)
  2. Tim Bollerslev, Fulvio Corsi, Alessandro Palandri and Angelo Ranaldo, Tick-by-tick Realized Correlations and Multivariate Dynamics Modeling (2005)

Quaedvlieg, Rogier

  1. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions, Journal of Econometrics, vol. 207 no. 1 (November, 2018), pp. 71-91, Elsevier BV [doi]  [abs]
  2. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Multivariate Leverage Effects and Realized Semicovariance GARCH Models (April, 2018)
  3. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions, vol. 207 no. 1 (2018), pp. 71-91  [abs]
  4. Hurlin, C; Laurent, S; Quaedvlieg, R; Smeekes, S, Risk Measure Inference, Journal of Business & Economic Statistics, vol. 35 no. 4 (October, 2017), pp. 499-512 [doi]
  5. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Realized Semicovariances: Looking for Signs of Direction Inside the Covariance Matrix, Economic Research Initiatives at Duke (Erid) Working Paper no. 252 (September, 2017)
  6. Boudt, K; Laurent, S; Lunde, A; Quaedvlieg, R; Sauri, O, Positive semidefinite integrated covariance estimation, factorizations and asynchronicity, Journal of Econometrics, vol. 196 no. 2 (February, 2017), pp. 347-367 [doi]
  7. Boudt, K; Laurent, S; Lunde, A; Quaedvlieg, R; Sauri, O, Positive semidefinite integrated covariance estimation, factorizations and asynchronicity, vol. 196 no. 2 (2017), pp. 347-367  [abs]
  8. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Exploiting the errors: A simple approach for improved volatility forecasting, Journal of Econometrics, vol. 192 no. 1 (May, 2016), pp. 1-18, Elsevier BV [doi]
  9. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Exploiting the errors: A simple approach for improved volatility forecasting, vol. 192 no. 1 (2016), pp. 1-18  [abs]

Salim Saker Chaves, Leonardo

  1. Bollerslev, T; Li, J; Chaves, LSS, Generalized Jump Regressions for Local Moments, Journal of Business & Economic Statistics (January, 2020) [doi]  [abs]

Salm, Martin

  1. A. Khwaja, F. A. Sloan, and M. Salm, Preferences and subjective beliefs of risk takers: The case of smokers, forthcoming in International Journal of Industrial Organization (2005)

Swinton, Omari H.

  1. Omari H. Swinton, An "A" for Effort: Should College Dropouts Try Harder? (October, 2006)  [abs]
  2. Omari H. Swinton, The Effects of Effort Grading on Learning (June, 2006)  [abs]
  3. Omari H. Swinton, Grading for Effort: The Success Equals Effort Policy at Benedict College (March, 2006)  [abs]
  4. Peter Arcidiacono, Alvin Murphy, and Omari H. Swinton, Explaining Cross-Racial Differences in Teenage Labor Force Participation: Results from a General Equilibrium Search Model (January, 2006)  [abs]

Todorov, Viktor

  1. Viktor Todorov, Variance Risk Premium Dynamics, job market paper (Fall, 2006)
  2. Viktor Todorov, Estimation of Continuous-Time Stochastic Volatility Models with Jumps using High-Frequency Data (Spring, 2006)
  3. Viktor Todorov, Econometric Analysis of Jump-Driven Stochastic Volatility Models, revising for resubmission to Journal of Econometrics (Spring, 2006)
  4. Viktor Todorov and George Tauchen, Simulation Methods for Lévy-Driven CARMA Stochastic Volatility Models, Journal of Business and Economic Statistics, vol. 24 no. 4 (2006), pp. 450-469
  5. Viktor Todorov, Investment Horizon Effects in the Presence of Estimation Risk: the Case of Hungary, Central European University, Working Paper Series (Summer, 2002)

Tran, Duy T

  1. D.T. Tran, Stochastic Volatility, Intraday Seasonality, Liquidity, and the Effective Spread (2006) [pdf]  [abs]
  2. D.T. Tran, Relationship between persistent and erratic volatility factors with trading activity (2006) [pdf]  [abs]

Wang, Wen

  1. Dai, T; Jiang, S; Liu, X; Wang, W, The impact of internet sales tax in a search model of money: Some analytical results, Annals of Economics and Finance, vol. 17 no. 1 (May, 2016), pp. 133-144  [abs]

Yoshida, Kotaro

  1. K. Yoshida, Theory of Zombie Lending (Fall, 2005) [pdf]
  2. K. Yoshida, Macroeconomic Impact of Sectoral Reallocation (October, 2005)

Zhu, Maria

  1. Arcidiacono, P; Lovenheim, M; Zhu, M, Affirmative Action in Undergraduate Education, Annual Review of Economics, vol. 7 no. 1 (January, 2015), pp. 487-518, ANNUAL REVIEWS [doi]  [abs]

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